+51.9%
CNP vs NVD
-99.2%
+151.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.7% | -0.9% |
| 7D | +0.7% | +0.5% | +0.1% | +0.6% |
| 30D | -0.1% | -9.3% | +9.2% | +0.1% |
| 3M | -5.6% | -22.1% | +16.5% | -5.2% |
| 6M | -7.5% | -45.8% | +38.3% | -6.5% |
| YTD | +5.5% | -46.7% | +52.2% | +6.6% |
| 1Y | +8.3% | -59.5% | +67.8% | +9.8% |
| 3Y | +51.8% | -99.2% | +150.9% | +67.8% |
| All | +51.9% | -99.2% | +151.1% | +68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded NVD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling